Compute the VaR(95%) and ES(95%) of the portfolio managed by Absolute Asset Management if its returns, r, follow the distribution specified below: = 1 10 - |r 100| – 10
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- The National Highway Association is studying the relationship between thenumberof bidders on a highway project and the winning (lowest) bid for the project. Ofparticular interest is whether the number of bidders increases or decreases the amountof the winning bid.The contractors expected profit per month is $?A local gas station has developed a new lottery scratch card in which they want 20% of contestants to win a small prize, 5% of contestants to win a medium prize, and 1% of contestants to win a large prize. If the scratch card costs buyers $5, determine how much each prize should award if the store wishes to make a long-run average of $1 for each scratch card sold.
- Find out the next month after april income by using the forecasting method of the moving average methodA iPhone store starts by selling 100 iPhone pre-ordered in week zero and expects to sell an average of 15%more each week after that. How many iPhone is the store expected to sell in week 4?1. Explain, why doesn’t an estimated absolute covariance number tell the investor much about the relationship between the returns on the two assets?
- We have the following data of yields of regular treasury bondsAccording to scientists, the cockroach has had 300 million years to develop a resistance to destruction. In a study conducted by researchers, 6 comma 0006,000 roaches (the expected number in a roach-infested house) were released in the test kitchen. One week later, the kitchen was fumigated and 18 comma 10718,107 dead roaches were counted, a gain of 12 comma 10712,107 roaches for the 1-week period. Assume that none of the original roaches died during the 1-week period and that the standard deviation of x, the number of roaches produced per roach in a 1-week period, is 1.61.6. Use the number of roaches produced by the sample of 6 comma 0006,000 roaches to find a 9595% confidence interval for the mean number of roaches produced per week for each roach in a typical roach-infested house. Find a 95% confidence interval for the mean number of roaches produced per week for each roach in a typical roach-infested house.If two variables are related so that increasing values of one variable are associated with decreasing values of other, then there is a what relationship between the varialves?
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